+2,611.2%
WLYB vs SPY
+3,067.3%
-456.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.2% |
| 7D | -1.4% | -0.8% | -0.6% | -1.1% |
| 30D | -6.5% | -1.1% | -5.4% | -6.0% |
| 3M | +11.4% | +3.9% | +7.5% | +9.5% |
| 6M | +33.6% | +13.6% | +20.0% | +26.1% |
| YTD | +57.9% | +12.7% | +45.3% | +49.3% |
| 1Y | +17.0% | +17.5% | -0.5% | +8.5% |
| 3Y | +48.0% | +76.9% | -28.9% | +12.2% |
| 5Y | -0.8% | +83.6% | -84.4% | -27.5% |
| 10Y | +27.3% | +320.7% | -293.4% | -38.8% |
| All | +2,611.2% | +3,067.3% | -456.1% | +645.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling